# Stavros A. Zenios

According to our database

Collaborative distances:

^{1}, Stavros A. Zenios authored at least 77 papers between 1986 and 2020.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2020

Eur. J. Oper. Res., 2020

2019

Ann. Oper. Res., 2019

2018

Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances.

Eur. J. Oper. Res., 2018

Ann. Oper. Res., 2018

2009

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008

Eur. J. Oper. Res., 2008

Eur. J. Oper. Res., 2008

Eur. J. Oper. Res., 2008

2007

Ann. Oper. Res., 2007

Ann. Oper. Res., 2007

2005

On the simulation of portfolios of interest rate and credit risk sensitive securities.

Eur. J. Oper. Res., 2005

Eur. J. Oper. Res., 2005

Eur. J. Oper. Res., 2005

Proceedings of the Applications of Stochastic Programming, 2005

2004

Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model.

Math. Comput. Model., 2004

Interfaces, 2004

2001

Integrated simulation and optimization models for tracking international fixed income indices.

Math. Program., 2001

1999

Parallel Comput., 1999

Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.

Oper. Res., 1999

Interfaces, 1999

Eur. J. Oper. Res., 1999

Ann. Oper. Res., 1999

Ann. Oper. Res., 1999

1998

An interior point method with Bregman functions for the variational inequality problem with paramonotone operators.

Math. Program., 1998

1997

Parallel Comput., 1997

A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization.

Comput. Optim. Appl., 1997

1996

Math. Program., 1996

Math. Program., 1996

Proceedings of the Applications on Advanced Architecture Computers, 1996

1995

SIAM J. Optim., 1995

Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems.

Parallel Algorithms Appl., 1995

Oper. Res., 1995

The Productivity of Financial Intermediation and the Technology of Financial Product Management.

Oper. Res., 1995

Ann. Oper. Res., 1995

Ann. Oper. Res., 1995

1994

A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.

ACM Trans. Math. Softw., 1994

SIAM J. Optim., 1994

SIAM J. Optim., 1994

On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs.

J. Parallel Distributed Comput., 1994

Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities.

Oper. Res., 1994

Comput. Optim. Appl., 1994

1993

Parallel Algorithms Appl., 1993

Oper. Res., 1993

Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs.

Int. J. High Perform. Comput. Appl., 1993

Proximal minimizations with <i>D</i>-functions and the massively parallel solution of linear network programs.

Comput. Optim. Appl., 1993

Ann. Oper. Res., 1993

Ann. Oper. Res., 1993

1992

Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization.

SIAM J. Sci. Comput., 1992

Parallel Comput., 1992

Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm.

INFORMS J. Comput., 1992

INFORMS J. Comput., 1992

Proceedings of the Computer Science and Operations Research, 1992

Proceedings of the Computer Science and Operations Research, 1992

Proceedings of the Computer Science and Operations Research, 1992

1991

Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems.

SIAM J. Optim., 1991

SIAM J. Optim., 1991

Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization.

Parallel Comput., 1991

J. Parallel Distributed Comput., 1991

Int. J. High Perform. Comput. Appl., 1991

An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms.

Proceedings of the Fifth SIAM Conference on Parallel Processing for Scientific Computing, 1991

On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems.

Proceedings of the International Conference on Parallel Processing, 1991

Proceedings of the Network Flows And Matching, 1991

1990

Integrating network optimization capabilities into a high-level modeling language.

ACM Trans. Math. Softw., 1990

Oper. Res., 1990

INFORMS J. Comput., 1990

1989

Transp. Sci., 1989

Networks, 1989

Oper. Res., 1989

INFORMS J. Comput., 1989

An Optimal Parallel Implementation of a Quadratic Transportation Algorithm.

Proceedings of the Fourth SIAM Conference on Parallel Processing for Scientific Computing, 1989

1988

Parallel Comput., 1988

Math. Program., 1988

Proceedings of the 2nd international conference on Supercomputing, 1988

1987

ACM Trans. Math. Softw., 1987

1986

Oper. Res., 1986

Proceedings of the 14th ACM Annual Conference on Computer Science, 1986